+42,231.2%
PGR vs CAG
+564.8%
+41,666.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -0.6% | -5.7% | +5.1% | +1.0% |
| 30D | +4.9% | -2.4% | +7.3% | +5.6% |
| 3M | +7.6% | +9.8% | -2.1% | +4.8% |
| 6M | +8.3% | -10.8% | +19.1% | +11.1% |
| YTD | +1.7% | -10.8% | +12.5% | +4.1% |
| 1Y | -6.8% | -19.0% | +12.1% | -2.3% |
| 3Y | +73.4% | -39.7% | +113.1% | +94.6% |
| 5Y | +161.2% | -43.0% | +204.2% | +195.7% |
| 10Y | +819.5% | -36.0% | +855.5% | +867.8% |
| All | +42,231.2% | +564.8% | +41,666.4% | +25,161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling